+3,609.2%
DLR vs ADSK
+692.1%
+2,917.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.6% |
| 7D | +2.9% | -14.5% | +17.4% | +7.8% |
| 30D | -1.2% | -19.3% | +18.2% | +5.1% |
| 3M | +2.9% | -7.8% | +10.7% | +4.2% |
| 6M | +6.7% | -20.8% | +27.4% | +12.4% |
| YTD | +23.9% | -30.2% | +54.1% | +35.0% |
| 1Y | +18.6% | -36.5% | +55.1% | +33.2% |
| 3Y | +59.7% | -5.7% | +65.4% | +55.1% |
| 5Y | +42.1% | -28.2% | +70.2% | +45.4% |
| 10Y | +176.7% | +209.1% | -32.4% | +57.6% |
| All | +3,609.2% | +692.1% | +2,917.1% | +1,176.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ADSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling